Backtest Report
Run ID: mean_reversion_20260112_034934
Symbol: MCL_FUT
Strategy: MeanReversionStrategy (MeanReversionStrategy)
Date Range: 2025-07-13 to 2026-01-08
Strategy Parameters
ema_deviation_threshold
0.3%
volume_spike_threshold
2.0x
targets_cents
5.0/10.0/15.0
target_pcts
50.0/30.0/20.0
require_confirmation
False
volatility_filter
20.0-80.0%
Key Metrics
Total Return
$-7,613.18 (-152.26%)
Equity Curve & Drawdown